Siddhartha Chib
Siddhartha Chib
Harry C Hartkopf Professor of Econometrics and Statistics
Verified email at wustl.edu - Homepage
TitleCited byYear
Winners from Winners: A Tale of Risk Factors
S Chib, L Zhao, D Huang, G Zhou
Available at SSRN 3478223, 2019
2019
Unspanned Macro Factor Selection in Affine Term Structure Models: A Framework$
S Chib, KH Kang, B Xie, C Lee
2019
On Comparing Asset Pricing Models
S Chib, X Zeng, L Zhao
Journal of Finance, Forthcoming, 2019
72019
Estimation and Comparison of Conditional Moment Models
S Chib, M Shin, A Simoni
2019
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
S Chib, X Zeng
Journal of Business & Economic Statistics, 1-27, 2019
32019
Smooth non-parametric receiver operating characteristic (ROC) curves for continuous diagnostic tests
A Vexler, J Yu, G Adimari, M Chiogna, N Altman, C Léger, JN Arvesen, ...
Empirical Likelihood Methods in Biomedicine and Health 22 (2), xiii-xv, 2019
2019
Semiparametric multivariate and multiple change-point modeling
S Peluso, S Chib, A Mira
Bayesian Analysis 14 (3), 727-751, 2019
62019
Bayesian estimation and comparison of moment condition models
S Chib, M Shin, A Simoni
Journal of the American Statistical Association 113 (524), 1656-1668, 2018
152018
Bayesian Causal Inference Under Conditional Ignorability
S Chib
2017
Efficient posterior sampling in Gaussian affine term structure models
S Chib, KH Kang
Working paper, 2017
32017
The R function for obtaining the empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
A Vexler, AD Hutson, X Chen, A Airola, T Pahikkala, W Waegeman, ...
Statistical Testing Strategies in the Health Sciences 55 (4), 1-23, 2016
2016
Using the continual reassessment method to estimate the minimum effective dose in phase II dose-finding studies: a case study
Y Yuan, HQ Nguyen, PF Thall, A Agresti, JH Albert, S Chib, D Almirall, ...
Bayesian Designs for Phase I–II Clinical Trials 11 (4), 1-28, 2016
2016
Improving Mantel-Haenszel DIF estimation through Bayesian updating
RJ Adams, M Wilson, W Wang, A Agresti, BA Coull, LS Aiken, SG West, ...
Bayesian Psychometric Modeling 21 (1), 1-1, 2016
2016
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
S Chib, L Jacobi
Journal of Applied Econometrics 31 (6), 1026-1047, 2016
202016
Bayes factor consistency
S Chib, TA Kuffner
arXiv preprint arXiv:1607.00292, 2016
152016
Bayesian strategy for improved forecasts of the equity premium
S Chib, X Zeng
Technical report, Working paper, Olin Business School, Washington University, 2016
32016
Multiple Predictive Regression When the Predictive Mean is Constrained: A Bayesian Approach
S Chib, X Zeng
Unpublished manuscript, 1-34, 2016
12016
Monte Carlo methods and Bayesian computation: overview
S Chib
Elsevier, 2015
52015
Sports, Statistics in
JH Albert, JM Bennett
Wiley StatsRef: Statistics Reference Online, 2014
22014
Nonparametric bayes analysis of the sharp and fuzzy regression discontinuity designs
S Chib, E Greenberg
Technical report, Washington Univ. St Louis, Olin School of Business, 2014
52014
The system can't perform the operation now. Try again later.
Articles 1–20